First, consider that WC, CHELSA, ClimateNA, ClimateEU, ClimateLA, CRU, and the many other climate data sources used by SDMers often represent "normals" or averages across 30-yr periods. This is a standard time period used to remove transient events that vary across years or decades like El Nino or the Pacific Decadal Oscillation. So in a sense the normals represent no particular year even in the time period across which they're averaged. In light of that it may not be too egregious to use collections data outside the normal's time period so long as you expect the year(s) in which the collections were made to be similar to the years inside the time period (ie, it could have come from the same distribution, even if it does not match the climate in any particular year of that period).
Given that, consider if there has been a major change in trend in climate between the time period of the climate data and the collections. For example, warming really started to accelerate in western North America in the 1970s. And globally the hottest 20 years on record all came since 1995. So maybe it's not a good idea to use very recent collections data with a 20th century climate data. But, I know that in saying this in many cases it's the only climate data available for many places. So there's little alternative.
To my knowledge this issue been looked at, though people have compared using climate versus weather as predictors (which is a related question).
Anyone else have insights?
Adam